You could try and drag it to the object browser. Personally, I would attach it to the model, weight paint it/adjust influences, and group it. Make sure the rig is lined up with the mesh before you start painting the influences, because if you detach the mesh, the weight painting will be lost. Once you have the bone influences how you like them, select the model and the hip bone (if it’s the top bone in hierarchy) and group them. Once that is done, drag the group to your Object Browser and drop it on whatever directory you like. The rig and mesh will be saved as well as influences, etc. If you want the ability to use NLA clips, then use Animation Group under the Animation menu.